[R-SIG-Finance] price channel

R. Michael Weylandt michael.weylandt at gmail.com
Sat Jan 14 02:37:43 CET 2012

Perhaps runMax() and runMin() in TTR would let you code this up easily.


On Fri, Jan 13, 2012 at 2:30 PM, Michael <comtech.usa at gmail.com> wrote:
> Hi all,
> I am looking for the command/functions for defining price channel:
> A price channel is defined by the highest high and lowest low over some
> past number of bars. A trade is signaled when the market breaks out above
> or below the channel.
> Could you please point me to the right places?
> Thanks a lot!
>        [[alternative HTML version deleted]]
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